market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 1.22% 1.23 CHF 1.25 CHF 50,000 25,000 42,842 25,000 53,852 CHF 31,851 CHF 98.73% 98.73%
12/07/2024 1.24% 1.23 CHF 1.25 CHF 50,000 25,000 50,000 25,000 60,528 CHF 30,642 CHF 99.38% 99.38%
11/07/2024 1.29% 1.32 CHF 1.33 CHF 40,000 25,000 40,000 25,000 52,467 CHF 33,217 CHF 98.76% 98.76%
10/07/2024 1.27% 1.29 CHF 1.31 CHF 40,000 25,000 40,279 25,000 51,096 CHF 32,123 CHF 100.00% 100.00%
09/07/2024 1.28% 1.21 CHF 1.23 CHF 50,000 25,000 41,521 25,000 52,971 CHF 32,353 CHF 99.78% 99.78%
08/07/2024 1.31% 1.21 CHF 1.23 CHF 50,000 25,000 42,202 25,000 53,166 CHF 31,953 CHF 99.79% 99.79%
05/07/2024 1.18% 1.41 CHF 1.43 CHF 40,000 25,000 40,000 25,000 57,266 CHF 36,217 CHF 99.62% 99.62%
04/07/2024 1.09% 1.53 CHF 1.55 CHF 40,000 25,000 40,000 25,000 61,212 CHF 38,677 CHF 100.00% 100.00%
03/07/2024 1.14% 1.53 CHF 1.55 CHF 40,000 25,000 40,000 25,000 60,524 CHF 38,259 CHF 99.73% 99.73%
02/07/2024 1.08% 1.41 CHF 1.43 CHF 40,000 25,000 40,000 25,000 56,462 CHF 35,673 CHF 99.96% 99.96%

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